Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6726196.577 | 221550.1199 | -6947746.6969 | 144835221.9024 | 4660989.2188 | 140174232.6836 |
Total P&L (%) | -6726.1966 | 221.5501 | -6947.7467 | 144835.2219 | 4660.9892 | 140174.2327 |
Avg Daily Profit (%) | -2.9788 | 0.0981 | -3.0769 | 0.3229 | 0.1712 | 0.3214 |
Buy And Hold Return (%) | 9030.2013 | 9030.2013 | 9030.2013 | 9030.2013 | 9030.2013 | 9030.2013 |
Max Trade Drawdown | -6992461 | -75513 | -7065025 | -107085652 | -63250717 | -86386145 |
Profit Factor | 0.101 | 2.0508 | 0.0444 | 1.5159 | 1.0305 | 2.0974 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 55 | 29 | 26 | 55 | 28 | 27 |
Losing Trades | 52 | 25 | 27 | 52 | 26 | 26 |
Profitability (%) | 51.4019 | 53.7037 | 49.0566 | 51.4019 | 51.8519 | 50.9434 |
Ratio Avg Win / Avg Loss | 0.0955 | 1.7679 | 0.0461 | 1.4332 | 0.9569 | 2.0197 |
Largest Winning Trade | 67409 | 67409 | 38199 | 146784155 | 25219686 | 146784155 |
Largest Losing Trade | -6935347 | -39169 | -6935347 | -21810143 | -21810143 | -20777280 |
Avg Bars in Trades | 60 | 63 | 57 | 60 | 63 | 57 |
Avg Bars in Winners | 48 | 48 | 48 | 66 | 65 | 68 |
Avg Bars in Losers | 73 | 80 | 66 | 53 | 60 | 45 |
Bars Traded | 6440 | 3404 | 3036 | 6440 | 3404 | 3036 |
Profit Streak | 121.407 | 121.407 | 226.407 | 121.407 | 121.407 | 226.407 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578855 | -402085 | -759843 | 446887 | -525135 | -165513 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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